+438.3%
DHR vs PR
+169.5%
+268.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -3.9% | +2.9% | -6.8% | -4.0% |
| 30D | +4.0% | +18.0% | -14.0% | +3.5% |
| 3M | +11.5% | +16.9% | -5.4% | +10.9% |
| 6M | +1.9% | +28.2% | -26.4% | +0.9% |
| YTD | -8.9% | +69.3% | -78.2% | -10.6% |
| 1Y | +5.1% | +69.5% | -64.4% | +3.1% |
| 3Y | -10.3% | +81.7% | -92.0% | -12.5% |
| 5Y | -27.8% | +422.2% | -450.0% | -31.0% |
| 10Y | +203.6% | +110.4% | +93.3% | +211.4% |
| All | +438.3% | +169.5% | +268.8% | +381.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling